They probably do. I think there are two possibilities: either life is so rare that in order to spawn from seemingly nothing you need a whole host of viable circumstances such as being in the Goldilocks zone, massive amounts of time, and a whole lot of luck etc., and so it has only occurred in one place (Earth); or life pops up everywhere it's able and the universe is teeming with life (perhaps even on moons such as Europa).

If the latter is true, then as for why we've encountered none or any signals is because space is vast, much more vast than many think or can imagine. Our signals haven't barley even traveled any distance yet!